Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Dynamic consistency for stochastic optimal control problems
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+Recursiveness of indifference prices and translation-invariant preferences
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+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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+Law invariant risk measures have the Fatou property
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+Time consistency of dynamic risk measures
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+On Kusuoka Representation of Law Invariant Risk Measures
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